Forecasting Gold Price with Bayesian Forecasting Using Dynamic Linear Model
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Forecasting Gold Price with Bayesian Forecasting Using Dynamic Linear Model
In this video, we are going to implement Dynamic Linear Model to forecast the high and the low price of gold on June 26, 2023. In particular, we are going to use polynomial model and seasonal effect model. Here is the link to the source code: https://github.com/stephanielees/gold-price-DLM Note: In around 26:10, I said "2050". What I really ...
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